-38.5%
DG vs AEIS
+238.7%
-277.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.5% |
| 7D | -4.8% | +6.5% | -11.3% | -5.1% |
| 30D | +1.8% | -9.2% | +10.9% | +2.1% |
| 3M | +14.5% | -8.3% | +22.8% | +14.2% |
| 6M | -13.6% | -6.3% | -7.2% | -14.5% |
| YTD | -4.8% | +36.5% | -41.3% | -9.4% |
| 1Y | +21.6% | +84.8% | -63.2% | +12.2% |
| 3Y | +4.5% | +176.6% | -172.1% | -9.5% |
| 5Y | -38.5% | +237.1% | -275.6% | -50.7% |
| All | -38.5% | +238.7% | -277.2% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling